The grid function in GIMP (and PhotoShop as well) is a reference tool, it doesn't actually draw grid lines on your canvas. A good idea would be to use the grid to make actual lines.

In Image->Configure grid... you can set the values of the grid to what you prefer and in View->Snap to Grid... you make the brush snap to the grid, and then just use whatever brush you want stroke the grid (manually, I don't think you can auto-stroke a grid).